Eddie Hebert 94e70a394b MAINT: Restricts dates to trading calendar in risk comparison test. ...

Converts the risk iterative and batch comparison tests to use
the trading environments next date, instead of just advancing by day,
so that the returns being passed into the RiskMetrics in the unit
test are using the same trading calendar as the internal checks for
trading days.

Fixes a case where empty return periods were being into
`calculate_period_returns`

Clearing the way for the pandas based optimization of the risk module.

2013-03-27 11:42:40 -04:00

..

finance

MAINT: Uses Transaction object in tests instead of ndict.

2013-03-25 23:51:34 -04:00

__init__.py

Moved the test folder.

2012-05-09 13:34:13 -04:00

test_algorithm_gen.py

TradingEnvironment allows the specification of a benchmark index and a local timezone for the exchange. This commit adds tests to verify the TradingEnvironment properly handles London Stock Exchange index, FTSE.

2013-02-18 10:24:32 -05:00

test_algorithm.py

updated run method to use sim_params.

2013-02-18 10:24:32 -05:00

test_exception_handling.py

Refactoring of TradingEnvironment to isolate the global state: index symbol and exchange timezone. Parameters that define the simulation (start, end, and capital base) were put in a new class, SimulationParameters.

2013-02-18 10:24:32 -05:00

test_finance.py

ENH: Adds new order types.

2013-03-19 14:32:11 -04:00

test_ndict.py

Saving point for adding license files.

2012-10-08 17:32:40 -04:00

test_perf_tracking.py

MAINT: Uses Transaction object in tests instead of ndict.

2013-03-25 23:51:34 -04:00

test_quarter_utils.py

Updates quarter utilities to fix offset.

2012-11-28 10:53:08 -05:00

test_risk_compare_batch_iterative.py

MAINT: Restricts dates to trading calendar in risk comparison test.

2013-03-27 11:42:40 -04:00

test_risk.py

Refactoring of TradingEnvironment to isolate the global state: index symbol and exchange timezone. Parameters that define the simulation (start, end, and capital base) were put in a new class, SimulationParameters.

2013-02-18 10:24:32 -05:00

test_sources.py

BUG: DataPanelSource was looping in the incorrect order.

2013-02-28 21:33:49 -05:00

test_tradingcalendar.py

Fix flake8 problem

2013-02-21 11:13:18 -05:00

test_transforms.py

Refactoring of TradingEnvironment to isolate the global state: index symbol and exchange timezone. Parameters that define the simulation (start, end, and capital base) were put in a new class, SimulationParameters.

2013-02-18 10:24:32 -05:00

test_utils.py

ENH: load_bars_from_yahoo provides OHLC. Based on Brian Cappello's code.

2013-02-12 13:26:13 -05:00